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We suggest a new greedy strategy for convex optimization in Banach spaces and prove its convergent rates under a suitable behavior of the modulus of uniform smoothness of the objective function.

Optimization and Control · Mathematics 2015-05-15 Zheming Gao , Guergana Petrova

Greedy algorithms which use only function evaluations are applied to convex optimization in a general Banach space $X$. Along with algorithms that use exact evaluations, algorithms with approximate evaluations are treated. A priori upper…

Machine Learning · Statistics 2014-01-03 R. A. DeVore , V. N. Temlyakov

Chebyshev Greedy Algorithm is a generalization of the well known Orthogonal Matching Pursuit defined in a Hilbert space to the case of Banach spaces. We apply this algorithm for constructing sparse approximate solutions (with respect to a…

Machine Learning · Statistics 2013-12-05 Vladimir Temlyakov

Given a Banach space X and one of its compact sets F, we consider the problem of finding a good n dimensional space X_n \subset X which can be used to approximate the elements of F. The best possible error we can achieve for such an…

Functional Analysis · Mathematics 2012-04-12 Ronald DeVore , Guergana Petrova , Przemyslaw Wojtaszczyk

We study sparse approximate solutions to convex optimization problems. It is known that in many engineering applications researchers are interested in an approximate solution of an optimization problem as a linear combination of elements…

Machine Learning · Statistics 2012-06-05 V. N. Temlyakov

We study sparse approximation by greedy algorithms. We prove the Lebesgue-type inequalities for the Weak Chebyshev Greedy Algorithm (WCGA), a generalization of the Weak Orthogonal Matching Pursuit to the case of a Banach space. The main…

Machine Learning · Statistics 2013-03-28 Vladimir Temlyakov

We study sparse approximation by greedy algorithms. Our contribution is two-fold. First, we prove exact recovery with high probability of random $K$-sparse signals within $\lceil K(1+\e)\rceil$ iterations of the Orthogonal Matching Pursuit…

Numerical Analysis · Mathematics 2013-04-03 Eugene Livshitz , Vladimir Temlyakov

In this paper we study greedy approximation in Banach spaces. We discuss a modification of the Weak Chebyshev Greedy Algorithm, in which steps of the algorithm can be executed imprecisely. Such inaccuracies are represented by both absolute…

Functional Analysis · Mathematics 2021-06-07 Anton Dereventsov

This paper is devoted to theoretical aspects on optimality of sparse approximation. We undertake a quantitative study of new types of greedy-like bases that have recently arisen in the context of nonlinear $m$-term approximation in Banach…

Functional Analysis · Mathematics 2022-05-20 Fernando Albiac , Jose L. Ansorena , Miguel Berasategui

We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…

Statistics Theory · Mathematics 2009-09-29 Andrew R. Barron , Albert Cohen , Wolfgang Dahmen , Ronald A. DeVore

The general theory of greedy approximation with respect to arbitrary dictionaries is well developed in the case of real Banach spaces. Recently, some of results proved for the Weak Chebyshev Greedy Algorithm (WCGA) in the case of real…

Functional Analysis · Mathematics 2024-10-01 A. Gasnikov , V. Temlyakov

This paper is a follow up to the previous author's paper on convex optimization. In that paper we began the process of adjusting greedy-type algorithms from nonlinear approximation for finding sparse solutions of convex optimization…

Machine Learning · Statistics 2012-06-05 V. N. Temlyakov

We investigate two greedy strategies for finding an approximation to the minimum of a convex function $E$ defined on a Hilbert space $H$. We prove convergence rates for these algorithms under suitable conditions on the objective function…

Numerical Analysis · Mathematics 2014-01-09 Hao Nguyen , Guergana Petrova

The study of greedy approximation in the context of convex optimization is becoming a promising research direction as greedy algorithms are actively being employed to construct sparse minimizers for convex functions with respect to given…

Numerical Analysis · Mathematics 2022-04-26 Anton Dereventsov , Vladimir Temlyakov

We prove some results on the rate of convergence of greedy algorithms, which provide expansions. We consider both the case of Hilbert spaces and the more general case of Banach spaces. The new ingredient of the paper is that we bound the…

Numerical Analysis · Mathematics 2023-04-14 V. N. Temlyakov

In this article, we present a greedy algorithm based on a tensor product decomposition, whose aim is to compute the global minimum of a strongly convex energy functional. We prove the convergence of our method provided that the gradient of…

Functional Analysis · Mathematics 2015-03-13 Eric Cances , Virginie Ehrlacher , Tony Lelievre

We present convergence estimates of two types of greedy algorithms in terms of the metric entropy of underlying compact sets. In the first part, we measure the error of a standard greedy reduced basis method for parametric PDEs by the…

Numerical Analysis · Mathematics 2024-10-29 Yuwen Li , Jonathan Siegel

We discuss the upper and lower estimates for the rate of convergence of Pure and Orthogonal Greedy Algorithms for dictionary with bounded cumulative coherence.

Numerical Analysis · Mathematics 2009-11-10 Eugene Livshitz

Greedy expansions with prescribed coefficients have been introduced by V. N. Temlyakov in the frame of Banach spaces. The idea is to choose a sequence of fixed (real) coefficients $\{c_n\}_{n=1}^\infty$ and a fixed set of elements…

Functional Analysis · Mathematics 2023-07-06 Alessandro Oliaro , Luca Tomatis , Albert R. Valiullin , Artur R. Valiullin

The paper gives a systematic study of the approximate versions of three greedy-type algorithms that are widely used in convex optimization. By approximate version we mean the one where some of evaluations are made with an error. Importance…

Machine Learning · Statistics 2014-12-11 Vladimir Temlyakov
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